Thanks for any help.
Have you unlocked the final word of Bend Will?
http://www.uesp.net/wiki/Dragonborn:At_the_Summit_of_Apocrypha
If you have no soul to unlock, you just have to re-open the book to return, go find another dragon, and come back. Finding another dragon could mean going back to the mainland, so it could take some time.
Oh he may well do that for some of them, but he doesn't take them all.
Have you taken the "soul" from Jurgen Windcaller's coffin in Ustengrav? I often forget that one can return there and activate the tomb for a bonus dragon soul. (I have no clue whether Miraak can somehow steal that one, but at least it doesn't involve hunting down and fighting a dragon.)
If you're quick enough, you might be able to get two souls out of Jurgen's tomb.
I think it's from returning the Horn of Jurgen Windcaller. I am not sure if his horn is droppable or not afterwards...
The player can do that. I have never heard of it before.